It can indeed easily happen that two black holes are very close. For example, the most
common type of black hole appears as the final state of a heavy star, which, at the end of its life,
explodes in a tremendous supernova explosion. Thereby the core of the star can be compressed
into a black hole. Since many stars are found in pairs called binary stars (two stars orbiting
around each other), they could eventually become a binary black hole system—if both went
supernova.

For some orbiting objects (like the Earth circling around the Sun) one expects that nothing
interesting happens. The gravitational force is compensated by the centrifugal force so that
the two objects could go on circling forever. For black holes the situation is quite different. It
was Albert Einstein’s clever idea that very heavy objects can cause gravitational waves—little
ripples in the space-time continuum. In this way, two orbiting black holes would lose energy via
gravitational radiation. Consequently, their orbit cannot be stable. Instead, they come closer
and closer to each other until they eventually merge. At the end just one big black hole remains.

Another situation where two black holes get close to each other is the collision of two galaxies
(which is indeed occasionally observed). It is expected that most galaxies contain a gigantic,
supermassive black hole in their centre. When two galaxies collide, their black holes would
attract each other and again merge to an even larger black hole. In this process something
spectacular can happen. Typically the loss of energy via gravitational waves in the merger
process is not symmetric, i.e. there should be more radiation in some directions than in others.
As a consequence, the remaining black hole could gain a very high speed (as fast as 10,000 km
per second!) such that it would literally be ejected from the galaxy. This is called a “superkick”.

There might be some very heavy black holes flying around out there.
There are many scientists around the world who simulate the orbiting and merger of black
holes on supercomputers. An example movie that illustrates the gravitational waves emitted in
the inspiral can be found on the webpage of the Albert Einstein Institute (Potsdam, Germany)
under the following link,
http://numarch.aei.mpg.de/numrel-webpages/movies/bbh08 small.mov
and the above-mentioned “superkick” is illustrated on this page of the The Center for Computational
Relativity and Gravitation (Rochester, USA),
http://ccrg.rit.edu/movies/numerical-relativity/2-black-hole-merger-kick